| Trading Metrics calculated at close of trading on 06-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2006 |
06-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
6,136.0 |
6,149.0 |
13.0 |
0.2% |
6,105.5 |
| High |
6,136.0 |
6,149.0 |
13.0 |
0.2% |
6,139.0 |
| Low |
6,136.0 |
6,116.0 |
-20.0 |
-0.3% |
6,077.0 |
| Close |
6,136.0 |
6,138.5 |
2.5 |
0.0% |
6,081.0 |
| Range |
0.0 |
33.0 |
33.0 |
|
62.0 |
| ATR |
30.1 |
30.3 |
0.2 |
0.7% |
0.0 |
| Volume |
31 |
1,012 |
981 |
3,164.5% |
382 |
|
| Daily Pivots for day following 06-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,233.5 |
6,219.0 |
6,156.5 |
|
| R3 |
6,200.5 |
6,186.0 |
6,147.5 |
|
| R2 |
6,167.5 |
6,167.5 |
6,144.5 |
|
| R1 |
6,153.0 |
6,153.0 |
6,141.5 |
6,144.0 |
| PP |
6,134.5 |
6,134.5 |
6,134.5 |
6,130.0 |
| S1 |
6,120.0 |
6,120.0 |
6,135.5 |
6,111.0 |
| S2 |
6,101.5 |
6,101.5 |
6,132.5 |
|
| S3 |
6,068.5 |
6,087.0 |
6,129.5 |
|
| S4 |
6,035.5 |
6,054.0 |
6,120.5 |
|
|
| Weekly Pivots for week ending 01-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,285.0 |
6,245.0 |
6,115.0 |
|
| R3 |
6,223.0 |
6,183.0 |
6,098.0 |
|
| R2 |
6,161.0 |
6,161.0 |
6,092.5 |
|
| R1 |
6,121.0 |
6,121.0 |
6,086.5 |
6,110.0 |
| PP |
6,099.0 |
6,099.0 |
6,099.0 |
6,093.5 |
| S1 |
6,059.0 |
6,059.0 |
6,075.5 |
6,048.0 |
| S2 |
6,037.0 |
6,037.0 |
6,069.5 |
|
| S3 |
5,975.0 |
5,997.0 |
6,064.0 |
|
| S4 |
5,913.0 |
5,935.0 |
6,047.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,149.0 |
6,081.0 |
68.0 |
1.1% |
8.5 |
0.1% |
85% |
True |
False |
410 |
| 10 |
6,212.0 |
6,077.0 |
135.0 |
2.2% |
11.5 |
0.2% |
46% |
False |
False |
245 |
| 20 |
6,292.0 |
6,077.0 |
215.0 |
3.5% |
7.5 |
0.1% |
29% |
False |
False |
298 |
| 40 |
6,302.5 |
6,077.0 |
225.5 |
3.7% |
4.5 |
0.1% |
27% |
False |
False |
166 |
| 60 |
6,302.5 |
5,868.0 |
434.5 |
7.1% |
3.0 |
0.0% |
62% |
False |
False |
111 |
| 80 |
6,302.5 |
5,868.0 |
434.5 |
7.1% |
2.0 |
0.0% |
62% |
False |
False |
83 |
| 100 |
6,302.5 |
5,774.0 |
528.5 |
8.6% |
2.0 |
0.0% |
69% |
False |
False |
66 |
| 120 |
6,302.5 |
5,724.5 |
578.0 |
9.4% |
1.5 |
0.0% |
72% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,289.0 |
|
2.618 |
6,235.5 |
|
1.618 |
6,202.5 |
|
1.000 |
6,182.0 |
|
0.618 |
6,169.5 |
|
HIGH |
6,149.0 |
|
0.618 |
6,136.5 |
|
0.500 |
6,132.5 |
|
0.382 |
6,128.5 |
|
LOW |
6,116.0 |
|
0.618 |
6,095.5 |
|
1.000 |
6,083.0 |
|
1.618 |
6,062.5 |
|
2.618 |
6,029.5 |
|
4.250 |
5,976.0 |
|
|
| Fisher Pivots for day following 06-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
6,136.5 |
6,133.0 |
| PP |
6,134.5 |
6,127.0 |
| S1 |
6,132.5 |
6,121.5 |
|